Personally, nothing has a warmer appeal than natural stone. The key is in the preparation work before installing the tile and the final treatment after the tile is installed. You want the stone shower to be completely water tight. Just saying...
Stone tiles look nice to some people and some people hate them. Just a matter of choice. Stone tiles will need much more maintenance and than ceramic tiles and they can be be damaged by hard water, soap scum and acidic cleaning products.
Speaking from experience (9 years in the tile business) I would draw the line on natural marble. My favorite was always a glazed porcelain with a natural, rock look. You can save $$$ by going with a clay body or porcelain body tile instead of natural stone.
Natural stone is porous, with the exception of granite, so you would need to seal it. Anyone who ever bought natural product from me, I always recommended sealing with a penetrating sealer. Purchasing the porcelain substitute saves you not only $$$, but the hassle of sealing it.